GGMselect is a R package dedicated to graph estimation in Gaussian Graphical Models. The main functions return the adjacency matrix of an undirected graph estimated from a data matrix.
The function selectFast selects a graph within the (data-driven) families of graphs EW, C01, and LA. The function selectQE selects a graph within the family of graphs QE and the function selectMyFam within a given family of graphs.
- simulateGraph generates a sparse (non-uniform) Gaussian Graphical Model; The covariance matrix can be used to generate input for the main functions.
- penalty, the penalty function.
- convertGraph converts graphs into adjacency matrices.